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Identifying the predictors for financial crisis using Gibbs sampler

Lin, Jin-lung; Wu, Chung-shu - 2001

The Asian financial crisis broke out in Thailand in July 1997, and rapidly spread throughout the neighboring countries. An important question then arises? Is it possible to predict next financial crisis? If yes, then what are the predictors? The answer lies in combined usage of economic theory...

Persistent link: https://www.econbiz.de/10011511032

Nonlinear models and forecasting

Tsay, Ruey S. - In: A companion to economic forecasting, (pp. 453-484). 2002

Persistent link: https://www.econbiz.de/10001894049

A predictive approach for selection of diffusion index models

Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99

Persistent link: https://www.econbiz.de/10010358477

Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach

Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684

Persistent link: https://www.econbiz.de/10010344465

Predictive likelihood for Bayesian model selection and averaging

Ando, Tomohiro; Tsay, Ruey S. - In: International journal of forecasting 26 (2010) 4, pp. 744-763

Persistent link: https://www.econbiz.de/10008807726

Outlier detection in multivariate time series by projection pursuit

Galeano, Pedro; Peña, Daniel; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 654-669

Persistent link: https://www.econbiz.de/10003334667

Residual income, non-earnings information, and information content

Tsay, Ruey S.; Lin, Yi-Mien; Wang, Hsiao-wen - In: Journal of forecasting 28 (2009) 6, pp. 487-511

Persistent link: https://www.econbiz.de/10003886988

Supervised kernel principal component analysis for forecasting

Fang, Puyi; Gao, Zhaoxing; Tsay, Ruey S. - In: Finance research letters 58 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014581032